ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	141-01	139-16	-1-17	-1.1%	140-05
High	141-22	139-27	-1-27	-1.3%	142-15
Low	139-10	138-22	-0-20	-0.4%	139-10
Close	139-25	138-29	-0-28	-0.6%	139-25
Range	2-12	1-05	-1-07	-51.3%	3-05
ATR	1-17	1-17	-0-01	-1.8%	0-00
Volume	579,901	408,715	-171,186	-29.5%	2,680,336

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	142-20	141-29	139-17
R3	141-15	140-24	139-07
R2	140-10	140-10	139-04
R1	139-19	139-19	139-00	139-12
PP	139-05	139-05	139-05	139-01
S1	138-14	138-14	138-26	138-07
S2	138-00	138-00	138-22
S3	136-27	137-09	138-19
S4	135-22	136-04	138-09

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-00	148-01	141-17
R3	146-27	144-28	140-21
R2	143-22	143-22	140-12
R1	141-23	141-23	140-02	141-04
PP	140-17	140-17	140-17	140-07
S1	138-18	138-18	139-16	137-31
S2	137-12	137-12	139-06
S3	134-07	135-13	138-29
S4	131-02	132-08	138-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-15	138-22	3-25	2.7%	1-19	1.1%	6%	False	True	497,260
10	142-15	138-22	3-25	2.7%	1-26	1.3%	6%	False	True	495,351
20	144-21	138-22	5-31	4.3%	1-20	1.2%	4%	False	True	259,006
40	148-28	138-22	10-06	7.3%	1-09	0.9%	2%	False	True	129,930

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	144-24
2.618	142-28
1.618	141-23
1.000	141-00
0.618	140-18
HIGH	139-27
0.618	139-13
0.500	139-08
0.382	139-04
LOW	138-22
0.618	137-31
1.000	137-17
1.618	136-26
2.618	135-21
4.250	133-25

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	139-08	140-18
PP	139-05	140-01
S1	139-01	139-15

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These figures are updated between 7pm and 10pm EST after a trading day.

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